def test_quotes_gmkn():
df = moex.quotes(("GMKN", ))[0]
assert df.shape[0] > 1000
assert df.index[0] == pd.to_datetime("2006-12-26")
assert df.loc["2014-06-09", TURNOVER] == pytest.approx(1496171686)
assert df.loc["2018-09-07", CLOSE] == pytest.approx(11200)
def test_quotes_sberp():
df = moex.quotes(("SBERP", ))[0]
assert df.shape[0] > 1000
assert df.index[0] == pd.to_datetime("2007-07-20")
assert df.loc["2013-03-26", CLOSE] == pytest.approx(72.20)
assert df.loc["2018-09-10", CLOSE] == pytest.approx(148.36)
def test_quotes_moex():
df = moex.quotes(("MOEX", ))[0]
assert df.shape[0] > 1300
assert df.index[0] == pd.Timestamp("2013-02-15")
assert df.loc["2018-03-05", CLOSE] == pytest.approx(117)
assert df.loc["2018-03-05", TURNOVER] == pytest.approx(533142058.2)
def test_quotes_lsrg():
df = moex.quotes(("LSRG", ))[0]
assert df.index[0] == pd.Timestamp("2007-11-30")
assert df.loc["2018-08-07", CLOSE] == pytest.approx(777)
assert df.loc["2018-08-10", TURNOVER] == pytest.approx(8626464.5)
assert df.loc["2018-09-06", CLOSE] == pytest.approx(660)
assert df.loc["2018-08-28", TURNOVER] == 34666629.5
def test_no_data():
"""Некоторые бумаги не имеют котировок.
Дополнительная проверка, что эта ситуация обрабатывается без ошибок.
"""
quotes_list = moex.quotes(("KSGR", "KMTZ", "TRFM"))
for df in quotes_list:
assert isinstance(df, pd.DataFrame)
assert df.empty
def test_quotes_lsngp():
df = moex.quotes(("LSNGP", ))[0]
assert df.index[0] == pd.Timestamp("2005-08-03")
assert df.loc["2014-06-09", CLOSE] == pytest.approx(14.7)
assert df.loc["2014-10-28", TURNOVER] == 1132835
assert df.loc["2018-09-07", CLOSE] == pytest.approx(86.5)
assert df.loc["2018-05-31", TURNOVER] == 24798580
assert df.loc["2018-12-07", CLOSE] == pytest.approx(95.82)
def test_quotes_banep():
df = moex.quotes(("BANEP", ))[0]
assert df.index[0] == pd.to_datetime("2011-11-18")
assert df.loc["2014-06-10", CLOSE] == pytest.approx(1833.0)
assert df.loc["2014-06-11", TURNOVER] == pytest.approx(42394025.2)
assert df.shape[0] > 1000
assert df.loc["2018-09-07", CLOSE] == pytest.approx(1721.5)
assert df.loc["2018-09-10", TURNOVER] == pytest.approx(60677908)
def test_quotes_upro():
df = moex.quotes(("UPRO", ))[0]
assert df.shape[0] > 2500
assert df.index[0] == pd.to_datetime("2007-05-24")
assert df.loc["2007-05-25", CLOSE] == pytest.approx(2.65)
assert df.loc["2007-05-28", TURNOVER] == pytest.approx(997822.7)
assert df.loc["2018-09-07", CLOSE] == pytest.approx(2.633)
assert df.loc["2018-09-10", TURNOVER] == pytest.approx(24565585)
def test_multi_tickers():
"""Некоторые бумаги со старой историей торговались одновременно под несколькими тикерами.
Дополнительная проверка, что у данных уникальный возрастающий индекс.
"""
quotes_list = moex.quotes(("PRMB", "OGKB"))
for df in quotes_list:
assert isinstance(df, pd.DataFrame)
assert df.index.is_unique
assert df.index.is_monotonic_increasing
def test_quotes_mstt():
df = moex.quotes(("MSTT", ))[0]
assert df.shape[0] > 1000
assert df.index[0] == pd.to_datetime("2010-11-03")
assert df.loc["2013-03-27", CLOSE] == pytest.approx(136.3)
assert df.loc["2014-06-09", CLOSE] == pytest.approx(110.48)
assert df.loc["2018-09-07", CLOSE] == pytest.approx(92.0)
assert df.loc["2018-03-09", CLOSE] == 148.8
assert df.loc["2018-03-09", TURNOVER] == 439722
def test_quotes_akrn():
df = moex.quotes(("AKRN", ))[0]
assert isinstance(df, pd.DataFrame)
assert len(df) > 3000
assert df.index[0] == pd.Timestamp("2006-10-20")
assert df[CLOSE].iloc[0] == pytest.approx(834.93)
assert df[TURNOVER].iloc[0] == pytest.approx(13863.93)
assert df.index[-1] >= pd.Timestamp("2018-12-07")
assert df.loc["2014-06-10", TURNOVER] == pytest.approx(20317035.8)
assert df.loc["2018-09-10", CLOSE] == pytest.approx(4528)
def test_quotes_rtkmp():
df = moex.quotes(("RTKMP", ))[0]
assert df.loc["2018-03-13", TURNOVER] == pytest.approx(24716781)
assert df.loc["2018-03-13", CLOSE] == pytest.approx(62)
assert df.loc["2018-04-11", CLOSE] == pytest.approx(60.3)
def test_quotes_kbtk():
df = moex.quotes(("KBTK", ))[0]
assert "2018-03-09" not in df.index
assert df.loc["2018-03-12", CLOSE] == pytest.approx(145)
assert df.loc["2018-04-04", TURNOVER] == pytest.approx(11095465)